Instrument Pricing Analytics for Bond Pricing and LIBOR alternative

This is a past event


Julien Lorenzi
Director, Quantitative Libraries - ... Director, Quantitative Libraries - LSEG
Umer Nalla
Developer Advocate Developer Advocate
Lamya Mrani
Dev Manager, Financial Engineering ... Dev Manager, Financial Engineering - LSEG

View the OnDemand webinar here

Dates & Times:

AMERS: 30 March 2PM ET

EMEA: 30 March 10AM GMT

APAC: 31 March 3PM SGT


LIBOR is widely embedded in operating models and a transition to alternative rates will affect how many contracts are priced and risk-managed. 

Join this webinar where we will showcase and demonstrate examples in Python.

We will be using Instrument Pricing Analytics API to price: 

- Fixed-Rate Bonds  

- Floating rate notes on new Risk-Free Rates 


From a Quantitative perspective exploring:  

- Impact of LIBOR transition on Bond Pricing & generating yield curves